+392.4%
BSX vs ACN
+2,341.7%
-1,949.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.7% | -3.8% | +7.6% | +5.2% |
| 30D | +3.1% | +16.5% | -13.4% | -2.7% |
| 3M | -14.2% | +41.5% | -55.7% | -25.5% |
| 6M | -16.4% | +60.1% | -76.5% | -31.8% |
| YTD | -53.5% | -3.9% | -49.5% | -54.8% |
| 1Y | -57.8% | +4.1% | -61.9% | -60.3% |
| 3Y | -17.4% | -15.9% | -1.6% | -17.7% |
| 5Y | +5.4% | -26.3% | +31.7% | +8.7% |
| 10Y | +106.2% | +148.2% | -42.0% | +34.6% |
| All | +392.4% | +2,341.7% | -1,949.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling